Chengzhao Zhang

Personal Details

First Name:	Chengzhao
Middle Name:
Last Name:	Zhang
Suffix:
RePEc Short-ID:	pzh1244
	[This author has chosen not to make the email address public]

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Huang, Xun & Zhang, Chengzhao, 2024. "What explains the recovery speed of financial markets from banking crises?," Research in International Business and Finance, Elsevier, vol. 70(PA).

   Cited by:

   1. Shamshadali, Perumbalath & Gafoor, C.P. Abdul & Daimari, Phungkha, 2025. "Mapping the future of banking crisis research: Key contributors and emerging areas," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 6(4).

2. Xun Huang & Cheng-Zhao Zhang & Jia Yuan, 2020. "Predicting Extreme Financial Risks on Imbalanced Dataset: A Combined Kernel FCM and Kernel SMOTE Based SVM Classifier," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 187-216, June.

   Cited by:

   1. Erdemalp Ozden & Didem Guleryuz, 2022. "Optimized Machine Learning Algorithms for Investigating the Relationship Between Economic Development and Human Capital," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 347-373, June.
   2. Mishra, Bhubaneswari & Chakraverty, S., 2025. "Kernel based physics-informed machine learning for approximating CEV model under nonlinear volatility regimes in real-world financial environments," Chaos, Solitons & Fractals, Elsevier, vol. 200(P3).
   3. Tang, Pan & Xu, Wei & Wang, Haosen, 2024. "Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
   4. Xiangzhou Chen & Zhi Long, 2023. "E-Commerce Enterprises Financial Risk Prediction Based on FA-PSO-LSTM Neural Network Deep Learning Model," Sustainability, MDPI, vol. 15(7), pages 1-17, March.
   5. Weiwei Mao & Kaijie Xu, 2024. "Enhancement of the Classification Performance of Fuzzy C-Means through Uncertainty Reduction with Cloud Model Interpolation," Mathematics, MDPI, vol. 12(7), pages 1-13, March.
   6. Zixian Liu & Guansan Du & Shuai Zhou & Haifeng Lu & Han Ji, 2022. "Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network," Computational Economics, Springer;Society for Computational Economics, vol. 59(4), pages 1481-1499, April.
   7. Haitao Lu & Xiaofeng Hu, 2024. "RETRACTED ARTICLE: Enhancing Financial Risk Prediction for Listed Companies: A Catboost-Based Ensemble Learning Approach," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 9824-9840, June.

3. Chengzhao, Zhang & Heping, Pan & Yu, Ma & Xun, Huang, 2019. "Analysis of Asia Pacific stock markets with a novel multiscale model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).

   Cited by:

   1. Munyao, Jackson Ndoto & Oluoch, Lillian Achola & Iftikhar, Hasnain & Rodrigues, Paulo Canas, 2025. "Recurrent neural networks for hierarchical time series forecasting: An application to the S&P 500 market value," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 678(C).

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Corrections

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